I do not think running KO under a virtual system is the best way. Also correct me if I am wrong but i do not think API (K2's cheat detection) will function properly in a virtual system, or maybe that only occurs when you try to use CrossOver.
I currently play on a MacBook and the only thing that I have found to work without flaw is to dual boot OSX and Windows 7 using Boot Camp. There are many tutorials on the web on how to install Windows 7 using Boot Camp. There is also a guide you can print when you run Boot Camp off your Mac. All you need is a copy of Windows.